+591.8%
ON vs EL
+28.8%
+563.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +1.4% |
| 7D | -1.9% | -2.4% | +0.5% | -0.7% |
| 30D | -11.0% | +13.7% | -24.7% | -18.2% |
| 3M | -39.3% | +14.5% | -53.8% | -44.4% |
| 6M | +19.8% | +7.4% | +12.4% | +11.1% |
| YTD | +31.1% | -4.7% | +35.8% | +26.9% |
| 1Y | +46.0% | +12.9% | +33.1% | +26.7% |
| 3Y | -27.5% | -32.2% | +4.7% | -23.5% |
| 5Y | +56.9% | -68.4% | +125.3% | +180.7% |
| 10Y | +591.8% | +28.3% | +563.6% | +479.7% |
| All | +591.8% | +28.8% | +563.0% | +479.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling